We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.
On the approximation of copulas via shuffles of Min
Durante F;
2012-01-01
Abstract
We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.File in questo prodotto:
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